- JPMorgan Chase (New York, NY)
- We are seeking an Executive Director role within the Quantitative Research - Counterparty Credit Risk team. You will lead a team of quantitative ... risks. **Job Summary** As an Executive Director on the Quantitative Research - Counterparty Credit Risk team, you will lead a team of quantitative … more
- Federal Reserve System (San Francisco, CA)
- …validation, and performance assessment. + Perform quantitative analysis related to counterparty credit risk , including data analytics and statistical ... Supervision and Research (QSR) Team within our Supervision + Credit Group provides quantitative support to the...roles on various modeling teams, particularly teams responsible for counterparty credit risk modeling and… more
- MUFG (New York, NY)
- … credit risk management role + Good knowledge of counterparty credit and market risk + Quantitative and analytical skills, proficient with Excel ... Risk Initiatives. The role will support the end-to-end counterparty credit risk reporting and...**Qualifications:** + Bachelor's degree preferably in a technical or quantitative discipline + 3+ years of relevant experience in… more
- Citigroup (New York, NY)
- **Job Purpose:** Define and implement the strategy and governance framework for Counterparty Credit Risk (CCR) across Citi. CCR Governance includes the 2LOD ... of bringing consistent thought process and actions to the CCR exposures. **Job Background/Context:** Counterparty Credit risk is one of the largest and most… more
- SMBC (New York, NY)
- …options, etc. Based on the growth in the CM business, CM is looking to expand Counterparty Credit Risk Analytics function. CM is searching for a candidate ... with strong quantitative background to lead counterparty ...CCR team. The role's primary function is to lead counterparty credit risk analytics with… more
- Neuberger Berman (New York, NY)
- …will be responsible for driving Neuberger Berman's program and framework in the areas of Counterparty Risk and Third Party Risk Management ("TPRM"). As it ... relates to Counterparty Risk , the scope of this role includes the review...counterparties, which includes performing financial analysis to determine the credit -worthiness of potential trading counterparties + Monitor counterparties daily… more
- Citigroup (New York, NY)
- …wholesale credit risk across the enterprise. Within ICM, the Counterparty Credit Risk (CCR) Underwriting function provides analysis, greenlight, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and other complex products traded by Hedge Funds + Quantitative and intuitive skills in the risks inherent in… more
- PNC (Tysons Corner, VA)
- … and liquidity, term structure models, securities valuation and sensitivity models, and counterparty credit risk measurement models such as Potential Future ... opportunity to contribute to the company's success. As a Quantitative Analytics/Modeling Consultant within PNC's Model Risk ...Exposure (PFE) and Credit Valuation Adjustment (CVA)… more
- M&T Bank (Buffalo, NY)
- …+ Maintain an in-depth understanding of key regulatory requirements for counterparty risk , wrong-way risk , bank-wide credit risk , stress testing ... Partner will have a specific focus on either: counterparty risk , market risk , liquidity...regulatory compliance. + Develop and maintain tools to enhance counterparty credit assessment activities and account for… more
- Citigroup (New York, NY)
- …(ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk management and works with Independent Risk ... training in finance, mathematics, risk management or quantitative fields + Relevant credit experience covering...of portfolio risk and its impacts on counterparty credit risk , across multiples… more
- Morgan Stanley (New York, NY)
- …Background on the Position The position will reside within FRM's Wealth Management Credit Risk division responsible for the underwriting & portfolio management ... markets products and risks, as well as experience in retail and high-net worth counterparty credit underwriting. The position is based in New York. Primary… more
- Bank of America (New York, NY)
- …The candidate will also be a key participant in regulatory exams related to counterparty credit risk stress testing. Primary Responsibilities Include: + ... Quantitative Finance Manager Charlotte, North Carolina;New York, New...the portfolio. This work will require extensive engagement across risk , technology, model developer and model validator functions within… more
- JPMorgan Chase (Newark, DE)
- …Basel Measurement and Analytics group within Capital Management produces and analyzes firm-wide Counterparty Credit risk regulatory capital results on a ... role at the forefront of Capital RWA Reporting for Credit Risk Capital Firmwide As a ...rule implementation for RWA calculation and reporting + Performs quantitative impact studies (QIS) for regulatory agencies. Understand the… more
- Citigroup (New York, NY)
- …asset classes, and non-linear products like options. + Relevant market risk or counterparty credit risk experience in ETDs and OTC derivatives. Other ... portfolios to ensure that risks are controlled, primarily market-driven counterparty risk and liquidity risk ,...risk assessment. + Work with partners in Market Risk , Credit Risk , and stress… more
- Citigroup (Tampa, FL)
- …(ICM) group is a critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with Independent Risk ... goals, as well as consistency and best practices. The Counterparty Credit Risk (CCR) Product...is responsible for building tools to: + Provide in-depth quantitative or qualitative analysis to solve business problems and… more
- JPMorgan Chase (New York, NY)
- …Enterprise risk management; Combination of Market Risk and Credit Counterparty risk ; non-linear traded products; Sovereign and Macroeconomic ... Duties: Develop enterprise risk management metrics (eg credit counterparty , market, liquidity, legal entity risks),...counterparty , market, liquidity, legal entity risks), and proprietary risk quantitative models and tools to size… more
- Xcel Energy (Denver, CO)
- …process efforts to measure and report credit and collateral position and risk , leveraging expertise from quantitative and IT groups; ownership of project ... credit contracts, contract administration, tracking and managing agreement collateral, performing credit risk reporting, developing proprietary credit and… more
- JPMorgan Chase (Brooklyn, NY)
- …regulatory capital frameworks: Market Risk , Counterparty Credit Risk , CVA + Experience in quantitative modeling or model review/validation in one ... Conduct strong analytical and problem-solving abilities, and experience in quantitative modeling or model review in one or more...Credit Risk , Retail Credit Risk , Counterparty Credit Risk… more
- Citizens (Cleveland, OH)
- …noted, improve business and risk processes, amend counterparty and macro risk appetite, and enhance policies, standards, and credit risk reporting. + ... responsible for the independent evaluation of Commercial Banking borrower-level loan transactions, credit portfolios, and credit risk management practices.… more
- PNC (Pittsburgh, PA)
- …, investment risk , capital adequacy, regulatory reporting requirements and/or credit / counterparty exposures; (ii) maintain risk management models/tools ... II in Pittsburgh, PA to work within the Market Risk Management department and provide advanced quantitative ...in the areas of balance sheet management, capital markets, counterparty risk , liquidity and/or investments, utilizing mathematic… more